RKelly

cranv1.0

Translate Odds and Probabilities. Calculates the Kelly criterion (Kelly, J.L. (1956) <doi:10.1002/j.1538-7305.1956.tb03809.x>) for bets given quoted prices, model predictions and commissions. Additionally it contains helper functions to calculate the probabilities for wins and draws in multi-leg games.

License MIT + file LICENSE0 versions1 maintainers0 deps58 weekly dl
https://CRAN.R-project.org/package=RKelly
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First published · 2019-09-04 14:38:32

Last updated · 2019-09-04T12:50:02+00:00